+74.5%
JEPQ vs SWKS
-17.7%
+92.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.9% |
| 7D | -5.6% | -6.2% | +0.5% | -4.3% |
| 30D | -11.3% | -1.5% | -9.8% | -11.1% |
| 3M | -6.5% | +23.0% | -29.5% | -11.8% |
| 6M | -3.6% | +27.6% | -31.2% | -10.8% |
| YTD | +2.2% | +32.3% | -30.1% | -7.4% |
| 1Y | +4.8% | +20.1% | -15.4% | -2.6% |
| 3Y | +56.3% | +0.6% | +55.6% | +41.5% |
| All | +74.5% | -17.7% | +92.2% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SWKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling